Strong approximation of partial sums under dependence conditions with application to dynamical systems
Probability
2011-03-17 v1
Abstract
In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt (1956) as a special case. Applications to unbounded functions of intermittent maps are given.
Cite
@article{arxiv.1103.3241,
title = {Strong approximation of partial sums under dependence conditions with application to dynamical systems},
author = {Florence Merlevède and Emmanuel Rio},
journal= {arXiv preprint arXiv:1103.3241},
year = {2011}
}